Sökning: "Copula"

Visar resultat 1 - 5 av 22 avhandlingar innehållade ordet Copula.

  1. 1. Copula-based Portfolio Optimization

    Författare :Maziar Sahamkhadam; Andreas Stephan; Håkan Locking; Ranadeva Jayasekera; Linnéuniversitetet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Copula; portfolio optimization; conditional Value-at-Risk; vine copulas; asymmetric tail dependence; Black-Litterman approach; expectile Value-at-Risk; multiobjective portfolios; Business administration; Företagsekonomi;

    Sammanfattning : This thesis studies and develops copula-based portfolio optimization. The overall purpose is to clarify the effects of copula modeling for portfolio allocation andsuggest novel approaches for copula-based optimization. The thesis is a compilation of five papers. LÄS MER

  3. 2. La negazione nell'italiano degli svedesi : sequenze acquisizionai e influssi translinguistici

    Författare :Camilla Bardel; Italienska; []
    Nyckelord :HUMANIORA; HUMANITIES; transfer from L2 to L3.; code-mix; copula; auxiliary; agreement; tense; verb morphology; ellipsis; focus; finiteness; negation; Swedish L1; Italian L2; Italian; Second language acquisition; transfer from L1; Italian language and literature; Italienska språk och litteratur ;

    Sammanfattning : This thesis concerns the development of negation in the Italian L2 of a group of Swedish adults who live in Italy and acquire the language by formal and spontaneous learning. Various negative expressions and the verbal system were studied in a longitudinal analysis of a corpus with 29 recordings of seven subjects. LÄS MER

  4. 3. The Arabic Dialect of Tillo in the Region of Siirt : (south-eastern Turkey)

    Författare :Ablahad Lahdo; Bo Isaksson; Werner Arnold; Uppsala universitet; []
    Nyckelord :HUMANIORA; HUMANITIES; Arabic language; qǝltu-dialects; intermarriage; linguistic dominance; cultural influence; devoicing; pausal position; spontaneous imāla; copula; ḥāl-sentence; second borrowing; Arabiska; Arabic language; Arabiska;

    Sammanfattning : This study is in many respects a traditionally descriptive one which places special emphasis on socio-linguistic and language-contact phenomena. It concerns, however, a relatively unfamiliar example of involuntary cultural assimilation and probable extinction, which is not without relevance to current politics among great powers. LÄS MER

  5. 4. Random networks with weights and directions, and epidemics thereon

    Författare :Kristoffer Spricer; Tom Britton; Pieter Trapman; Istvan Kiss; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Epidemics; Reproduction number; Final size; Large outbreak; Weighted network; Undirected; Partially directed; Configuration model; Copula; Mathematical Statistics; matematisk statistik;

    Sammanfattning : Networks, consisting of nodes and of edges, can be used to model numerous phenomena, e.g, web pages linking to each other or interactions between people in a population. LÄS MER

  7. 5. Bayesian inference for high dimensional factor copula models

    Författare :Hoang Nguyen; Maria Conception Ausin Olivera; Pedro Galeano San Miguel; Universidad Carlos III de Madrid; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Copulas have been applied to many research areas as multivariate probability distributions for non-linear dependence structures. However, extending copula functions in high dimensions is challenging due to the increase of model parameters and computational intensity. LÄS MER